+446.1%
LITE vs AXP
+96.1%
+349.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.2% |
| 7D | -44.6% | +0.4% | -45.0% | -44.8% |
| 30D | -55.0% | +7.0% | -62.1% | -57.1% |
| 3M | -38.3% | -6.6% | -31.7% | -36.2% |
| 6M | -48.8% | +3.5% | -52.2% | -50.8% |
| YTD | +38.3% | -11.2% | +49.5% | +44.7% |
| 1Y | +119.0% | -10.2% | +129.2% | +127.6% |
| 3Y | +1,092.0% | +120.0% | +972.0% | +644.8% |
| 5Y | +446.1% | +95.6% | +350.5% | +258.0% |
| All | +446.1% | +96.1% | +349.9% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling